On Mac OS X with 5.8.1 and AIX with 5.8.5 I get the expected output.

### stdout
#1: STDOUT is open
#4: STDOUT is open
### stderr
#1: warning at x.pl line 1.
#1: STDERR is open
#1: warning at x.pl line 4.
#2: warning at x.pl line 9.
#2: STDERR is open
#2: warning at x.pl line 12.
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FWIW, normally in C it's not a good idea to print to a closed file handle, but I don't know what perl does about this wrt STDOUT/STDERR. The only workaround I can think of might be to reopen STDERR/STDOUT to /dev/null as needed rather than just close them.